On Approximation for Fractional Stochastic Partial Differential Equations on the Sphere
Statistics Theory
2018-03-05 v2 Analysis of PDEs
Numerical Analysis
Probability
Statistics Theory
Abstract
This paper gives the exact solution in terms of the Karhunen-Lo\`{e}ve expansion to a fractional stochastic partial differential equation on the unit sphere with fractional Brownian motion as driving noise and with random initial condition given by a fractional stochastic Cauchy problem. A numerical approximation to the solution is given by truncating the Karhunen-Lo\`{e}ve expansion. We show the convergence rates of the truncation errors in degree and the mean square approximation errors in time. Numerical examples using an isotropic Gaussian random field as initial condition and simulations of evolution of cosmic microwave background (CMB) are given to illustrate the theoretical results.
Keywords
Cite
@article{arxiv.1707.09825,
title = {On Approximation for Fractional Stochastic Partial Differential Equations on the Sphere},
author = {Vo V. Anh and Philip Broadbridge and Andriy Olenko and Yu Guang Wang},
journal= {arXiv preprint arXiv:1707.09825},
year = {2018}
}
Comments
28 pages, 7 figures